Large deviation for negatively dependent random variables under sublinear expectation
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Cites work
- scientific article; zbMATH DE number 410740 (Why is no real title available?)
- A Weighted Central Limit Theorem Under Sublinear Expectations
- A strong law of large numbers for non-additive probabilities
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- Large deviation principle for diffusion processes under a sublinear expectation
- On Cramér's theorem for capacities
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
- Theory of capacities
Cited in
(12)- Weakly maxitive set functions and their possibility distributions
- Large deviation principle for random variables under sublinear expectations on \(\mathbb{R}^d\)
- Concentration inequalities for upper probabilities
- Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation
- Large deviations and moderate deviations for independent random variables under sublinear expectations
- Sample path large deviations for independent random variables under sub-linear expectations
- A strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectation
- An upper bound of large deviations for capacities
- Self-normalized large deviations under sublinear expectation
- Representation of weakly maxitive monetary risk measures and their rate functions
- Moderate deviations principle for independent random variables under sublinear expectations
- On the moderate deviation principle for \(m\)-dependent random variables with sublinear expectation
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